Discrete M-robust designs for regression models

DOI10.1016/J.JSPI.2003.09.038MaRDI QIDQ1772681zbMATH OpenOpenAlexFDO

Authors Yu-Ling Tsai, Julie Zhou

Publication date 21 April 2005

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jspi.2003.09.038

zbMATH Keywords

Penalty functionAnnealing algorithmChange of bias functionChange of variance functionDiscrete designMoving average process

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Robustness and adaptive procedures (parametric inference) (62F35) Robust parameter designs (62K25)

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Cites work

• scientific article; zbMATH DE number 3954047 (Why is no real title available?)
• scientific article; zbMATH DE number 3499086 (Why is no real title available?)
• scientific article; zbMATH DE number 800961 (Why is no real title available?)
• An exact branch-and-bound procedure for the quadratic-assignment problem
• Constructing Exact D-Optimal Experimental Designs by Simulated Annealing
• INTEGER-VALUED, MINIMAX ROBUST DESIGNS FOR APPROXIMATELY LINEAR MODELS WITH CORRELATED ERRORS
• Integer-Valued, Minimax Robust Designs for Estimation and Extrapolation in Heteroscedastic, Approximately Linear Models
• Linear estimation for approximately linear models
• Minimax designs for approximately linear models with AR(1) errors
• Minimax designs for approximately linear regression
• Minimax regression designs for approximately linear models with autocorrelated errors
• Optimal robust designs: Linear regression in \(R^ k\).
• Robust Designs Based on the Infinitesimal Approach
• Robust designs for approximately polynomial regression
• Robust designs for nearly linear regression
• The Application of the Annealing Algorithm to the Construction of Exact Optimal Designs for Linear-Regression Models

Cited in

(8)

• Robust integer-valued designs for linear random intercept models
• Restricted minimax robust designs for misspecified regression models
• I-robust and D-robust designs on a finite design space
• Two robust design approaches for linear models with correlated errors
• Techniques for the construction of robust regression designs
• Robust static designs for approximately specified nonlinear regression models
• INTEGER-VALUED, MINIMAX ROBUST DESIGNS FOR APPROXIMATELY LINEAR MODELS WITH CORRELATED ERRORS
• A comparative study of robust designs for M-estimated regression models

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